A trend factor in commodity futures markets : any economic gains from using information over investment horizons?
Yufeng Han, Lingfei Kong
| Year of publication: |
2022
|
|---|---|
| Authors: | Han, Yufeng ; Kong, Lingfei |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 5, p. 803-822
|
| Subject: | commodity futures | momentum | moving average | multifactor model | predictability | trend | Rohstoffderivat | Commodity derivative | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Warenbörse | Commodity exchange | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22291 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013187602